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Biffis, Enrico's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
5,075 |
Total
Citations
59 |
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1.
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Biffis, Enrico
Imperial College Business School Blake, David P.
City University London - Cass Business School - The Pensions Institute
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11 Feb 09
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Last Revised:
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08 Oct 09
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634
(18,698)
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2
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2.
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Biffis, Enrico
Imperial College Business School Denuit, Michel
Catholic University of Louvain Devolder, Pierre
Catholic University of Louvain
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22 Jun 09
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Last Revised:
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13 Feb 10
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586
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6
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Stochastic mortality, Lee-Carter model, mortality risk premium, fair valuation, mortality-linked securities
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3.
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Biffis, Enrico
Imperial College Business School Millossovich, Pietro
City University London - Sir John Cass Business School
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514
(24,913)
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8
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Fair value, options to annuitize, stochastic mortality, longevity risk, financial risk, doubly stochastic stopping times, affine processes
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4.
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Biffis, Enrico
Imperial College Business School
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434
(31,039)
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22
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Affine jump-diffusion, stochastic mortality, doubly stochastic processes, longevity risk, fair value
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5.
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Bacinello, Anna Rita
University of Trieste - Dipartimento di Matematica Applicata Biffis, Enrico
Imperial College Business School Millossovich, Pietro
City University London - Sir John Cass Business School
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09 Jan 08
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Last Revised:
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23 Jul 09
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429
(31,509)
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3
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insurance contracts, surrender options, Least Squares Monte Carlo method, American contingent claims
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6.
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Biffis, Enrico
Imperial College Business School Millossovich, Pietro
City University London - Sir John Cass Business School
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362
(38,929)
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fair valuation, insurance liabilities, International Accounting Standards
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7.
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Biffis, Enrico
Imperial College Business School Blake, David P.
City University London - Cass Business School - The Pensions Institute
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26 May 09
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Last Revised:
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17 Aug 09
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358
(39,475)
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2
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longevity risk, asymmetric information, security design, pooling, tranching
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8.
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Bacinello, Anna Rita
University of Trieste - Dipartimento di Matematica Applicata Biffis, Enrico
Imperial College Business School Millossovich, Pietro
City University London - Sir John Cass Business School
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| Posted: |
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08 Nov 07
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Last Revised:
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18 Aug 09
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358
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5
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insurance contracts, surrender option, stochastic mortality, American contingent claims, Least Squares Monte Carlo method
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9.
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Biffis, Enrico
Imperial College Business School Denuit, Michel
Catholic University of Louvain
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16 Nov 05
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Last Revised:
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02 Jan 08
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353
(40,183)
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2
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stochastic mortality, Lee-Carter model, mortality projections, fair valuation, longevity risk
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10.
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Biffis, Enrico
Imperial College Business School Millossovich, Pietro
City University London - Sir John Cass Business School
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273
(54,313)
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5
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Stochastic mortality, random fields, fair valuation, new business, affine processes
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11.
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Biffis, Enrico
Imperial College Business School Millossovich, Pietro
City University London - Sir John Cass Business School
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06 Jul 10
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Last Revised:
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30 Apr 12
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260
(57,343)
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3
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insurance demand, default risk, catastrophe risk, limited liability, incomplete markets
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12.
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Biffis, Enrico
Imperial College Business School
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249
(60,177)
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term assurances, endowments, annuities, interest rate risk, mortality risk, pooling risk
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13.
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Biffis, Enrico
Imperial College Business School Blake, David P.
City University London - Cass Business School - The Pensions Institute Pitotti, Lorenzo
affiliation not provided to SSRN Sun, Ariel
affiliation not provided to SSRN
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04 Apr 11
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Last Revised:
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06 Nov 12
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172
(87,433)
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longevity swap, counterparty risk, default risk, collateral, marking-to-market
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14.
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Biffis, Enrico
Imperial College Business School Kyprianou, Andreas E.
University of Bath
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50
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1
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15.
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Informed Intermediation of Longevity Exposures
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Biffis, Enrico
Imperial College Business School Blake, David P.
City University London - Cass Business School - The Pensions Institute
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Posted:
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08 May 10
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Last Revised:
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26 Nov 12
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43
(215,996)
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Biffis, Enrico
Imperial College Business School Blake, David P.
City University London - Cass Business School - The Pensions Institute
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43
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Blake, David P.
City University London - Cass Business School - The Pensions Institute Biffis, Enrico
Imperial College Business School
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